@yuants/vendor-binance 0.8.2 → 0.8.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/api/private-api.js +46 -1
- package/dist/api/private-api.js.map +1 -1
- package/dist/api/public-api.js +3 -5
- package/dist/api/public-api.js.map +1 -1
- package/dist/index.js +4 -4
- package/dist/index.js.map +1 -1
- package/dist/public-data/interest_rate.js +82 -0
- package/dist/public-data/interest_rate.js.map +1 -0
- package/dist/public-data/ohlc.js +88 -0
- package/dist/public-data/ohlc.js.map +1 -0
- package/dist/{product.js → public-data/product.js} +1 -1
- package/dist/public-data/product.js.map +1 -0
- package/dist/{quote.js → public-data/quote.js} +50 -5
- package/dist/public-data/quote.js.map +1 -0
- package/dist/services/order-actions-with-credential.js +3 -1
- package/dist/services/order-actions-with-credential.js.map +1 -1
- package/dist/services/orders/modifyOrder.js +58 -0
- package/dist/services/orders/modifyOrder.js.map +1 -0
- package/lib/api/private-api.d.ts +97 -0
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js +51 -1
- package/lib/api/private-api.js.map +1 -1
- package/lib/api/public-api.d.ts +11 -6
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/public-api.js +5 -7
- package/lib/api/public-api.js.map +1 -1
- package/lib/index.d.ts +4 -4
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +4 -4
- package/lib/index.js.map +1 -1
- package/lib/public-data/interest_rate.d.ts.map +1 -0
- package/lib/public-data/interest_rate.js +84 -0
- package/lib/public-data/interest_rate.js.map +1 -0
- package/lib/public-data/ohlc.d.ts +2 -0
- package/lib/public-data/ohlc.d.ts.map +1 -0
- package/lib/{interest_rate.js → public-data/ohlc.js} +55 -22
- package/lib/public-data/ohlc.js.map +1 -0
- package/lib/{product.d.ts.map → public-data/product.d.ts.map} +1 -1
- package/lib/{product.js → public-data/product.js} +1 -1
- package/lib/public-data/product.js.map +1 -0
- package/lib/{quote.d.ts.map → public-data/quote.d.ts.map} +1 -1
- package/lib/{quote.js → public-data/quote.js} +49 -4
- package/lib/public-data/quote.js.map +1 -0
- package/lib/services/order-actions-with-credential.js +3 -1
- package/lib/services/order-actions-with-credential.js.map +1 -1
- package/lib/services/orders/modifyOrder.d.ts +4 -0
- package/lib/services/orders/modifyOrder.d.ts.map +1 -0
- package/lib/services/orders/modifyOrder.js +62 -0
- package/lib/services/orders/modifyOrder.js.map +1 -0
- package/package.json +1 -1
- package/temp/package-deps.json +13 -11
- package/dist/interest_rate.js +0 -55
- package/dist/interest_rate.js.map +0 -1
- package/dist/product.js.map +0 -1
- package/dist/quote.js.map +0 -1
- package/lib/interest_rate.d.ts.map +0 -1
- package/lib/interest_rate.js.map +0 -1
- package/lib/product.js.map +0 -1
- package/lib/quote.js.map +0 -1
- /package/lib/{interest_rate.d.ts → public-data/interest_rate.d.ts} +0 -0
- /package/lib/{product.d.ts → public-data/product.d.ts} +0 -0
- /package/lib/{quote.d.ts → public-data/quote.d.ts} +0 -0
package/dist/api/private-api.js
CHANGED
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import { requestPrivate } from './client';
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import { getDefaultCredential, requestPrivate } from './client';
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/**
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* 查询账户信息(USER_DATA)
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*
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@@ -159,4 +159,49 @@ export const deleteUmOrder = (credential, params) => requestPrivate(credential,
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* https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Income-History
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*/
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export const getUMIncome = (credential, params) => requestPrivate(credential, 'GET', 'https://api.binance.com/papi/v1/um/income', params);
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/**
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* Cancel an Existing Order and Send a New Order (TRADE)
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*
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* 权重: 1
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*
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* https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/trading-endpoints#%E6%92%A4%E9%94%80%E5%B9%B6%E9%87%8D%E6%96%B0%E4%B8%8B%E5%8D%95-trade
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*/
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export const postSpotOrderCancelReplace = (credential, params) => requestPrivate(credential, 'POST', 'https://api.binance.com/api/v3/order/cancelReplace', params);
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/**
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* Modify Order (TRADE)
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*
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* 权重: 1
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*
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* https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/Modify-UM-Order
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*/
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export const putUmOrder = (credential, params) => requestPrivate(credential, 'PUT', 'https://papi.binance.com/papi/v1/um/order', params);
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/**
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* 获取所有全仓杠杆交易对(MARKET_DATA)
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*
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* 权重: 1
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*
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* https://developers.binance.com/docs/zh-CN/margin_trading/market-data/Get-All-Cross-Margin-Pairs
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*/
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export const getMarginAllPairs = (params) => {
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const credential = getDefaultCredential();
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return requestPrivate(credential, 'GET', 'https://api.binance.com/sapi/v1/margin/allPairs', params);
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};
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/**
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* Get a future hourly interest rate
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*
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* https://developers.binance.com/docs/zh-CN/margin_trading/borrow-and-repay/Get-a-future-hourly-interest-rate
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*/
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export const getMarginNextHourlyInterestRate = (params) => {
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const credential = getDefaultCredential();
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return requestPrivate(credential, 'GET', 'https://api.binance.com/sapi/v1/margin/next-hourly-interest-rate', params);
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};
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/**
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* Query Margin Interest Rate History
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*
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* https://developers.binance.com/docs/zh-CN/margin_trading/borrow-and-repay/Query-Margin-Interest-Rate-History
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*/
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export const getMarginInterestRateHistory = (params) => {
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const credential = getDefaultCredential();
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return requestPrivate(credential, 'GET', 'https://api.binance.com/sapi/v1/margin/interestRateHistory', params);
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};
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//# sourceMappingURL=private-api.js.map
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{ IApiError, ICredential, requestPrivate } from './client';\nexport type { ICredential };\n\nexport interface IUnifiedAccountInfo {\n uniMMR: string;\n accountEquity: string;\n actualEquity: string;\n accountInitialMargin: string;\n accountMaintMargin: string;\n accountStatus: string;\n virtualMaxWithdrawAmount: string;\n totalAvailableBalance: string;\n totalMarginOpenLoss: string;\n updateTime: number;\n}\n\nexport interface IUnifiedUmAsset {\n asset: string;\n crossWalletBalance: string;\n crossUnPnl: string;\n maintMargin: string;\n initialMargin: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n updateTime: number;\n}\n\nexport interface IUnifiedUmPosition {\n symbol: string;\n initialMargin: string;\n maintMargin: string;\n unrealizedProfit: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n leverage: string;\n entryPrice: string;\n maxNotional: string;\n bidNotional: string;\n askNotional: string;\n positionSide: string;\n positionAmt: string;\n updateTime: number;\n}\n\nexport interface IUnifiedUmAccount {\n assets: IUnifiedUmAsset[];\n positions: IUnifiedUmPosition[];\n}\n\nexport interface IUnifiedUmOpenOrder {\n avgPrice: string;\n clientOrderId: string;\n cumQuote: string;\n executedQty: string;\n orderId: number;\n origQty: string;\n origType: string;\n price: string;\n reduceOnly: boolean;\n side: string;\n positionSide: string;\n status: string;\n symbol: string;\n time: number;\n timeInForce: string;\n type: string;\n updateTime: number;\n selfTradePreventionMode: string;\n goodTillDate: number;\n}\n\nexport interface IUnifiedAccountBalanceEntry {\n asset: string;\n totalWalletBalance: string;\n crossMarginAsset: string;\n crossMarginBorrowed: string;\n crossMarginFree: string;\n crossMarginInterest: string;\n crossMarginLocked: string;\n umWalletBalance: string;\n umUnrealizedPNL: string;\n cmWalletBalance: string;\n cmUnrealizedPNL: string;\n updateTime: number;\n}\n\nexport interface ISpotAccountInfo {\n makerCommission: number;\n takerCommission: number;\n buyerCommission: number;\n sellerCommission: number;\n commissionRates: {\n maker: string;\n taker: string;\n buyer: string;\n seller: string;\n };\n canTrade: boolean;\n canWithdraw: boolean;\n canDeposit: boolean;\n brokered: boolean;\n requireSelfTradePrevention: boolean;\n preventSor: boolean;\n updateTime: number;\n balances: {\n asset: string;\n free: string;\n locked: string;\n }[];\n permissions: string[];\n uid: number;\n}\n\nexport interface ISpotOrder {\n symbol: string;\n orderId: number;\n orderListId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n origQuoteOrderQty: string;\n cummulativeQuoteQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: string;\n stopPrice: string;\n icebergQty: string;\n time: number;\n updateTime: number;\n isWorking: boolean;\n}\n\nexport interface ISpotNewOrderResponse {\n symbol: string;\n orderId: number;\n clientOrderId: string;\n transactTime: number;\n}\n\nexport interface IAssetTransferResponse {\n tranId: number;\n}\n\nexport interface IDepositAddress {\n address: string;\n coin: string;\n tag: string;\n url: string;\n}\n\nexport interface ISubAccountSummary {\n email: string;\n isFreeze: boolean;\n createTime: number;\n isManagedSubAccount: boolean;\n isAssetManagementSubAccount: boolean;\n}\n\nexport interface ISubAccountListResponse {\n subAccounts: ISubAccountSummary[];\n}\n\nexport interface IWithdrawRecord {\n id: string;\n amount: string;\n transactionFee: string;\n coin: string;\n status: number;\n address: string;\n txId: string;\n applyTime: Date;\n network: string;\n transferType: number;\n info: string;\n confirmNo: number;\n walletType: number;\n txKey: string;\n completeTime: Date;\n}\n\nexport interface IDepositRecord {\n id: string;\n amount: string;\n coin: string;\n network: string;\n status: number;\n address: string;\n addressTag: string;\n txId: string;\n insertTime: number;\n transferType: number;\n confirmTimes: string;\n unlockConfirm: number;\n walletType: number;\n}\n\nexport interface IUnifiedUmOrderResponse {\n clientOrderId: string;\n cumQty: string;\n cumQuote: string;\n executedQty: string;\n orderId: number;\n avgPrice: string;\n origQty: string;\n price: string;\n reduceOnly: boolean;\n side: string;\n positionSide: string;\n status: string;\n symbol: string;\n timeInForce: string;\n type: string;\n selfTradePreventionMode: string;\n goodTillDate: number;\n updateTime: number;\n}\n\nexport interface IUMIncomeRecord {\n symbol: string;\n incomeType: string;\n income: string;\n asset: string;\n info: string;\n time: number;\n tranId: string;\n tradeId: string;\n}\n\n/**\n * 查询账户信息(USER_DATA)\n *\n * 查询账户信息\n *\n * 权重: 20\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Information\n */\nexport const getUnifiedAccountInfo = (credential: ICredential): Promise<IUnifiedAccountInfo | IApiError> =>\n requestPrivate<IUnifiedAccountInfo | IApiError>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/account',\n );\n\n/**\n * 获取UM账户信息\n *\n * 现有UM账户资产和仓位信息\n *\n * 权重: 5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Account-Detail\n */\nexport const getUnifiedUmAccount = (credential: ICredential): Promise<IUnifiedUmAccount | IApiError> =>\n requestPrivate<IUnifiedUmAccount | IApiError>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/um/account',\n );\n\n/**\n * 查看当前全部UM挂单(USER_DATA)\n *\n * 查看当前全部UM挂单，请小心使用不带symbol参数的调用\n *\n * 权重: 带symbol 1 - 不带 40\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/Query-All-Current-UM-Open-Orders\n */\nexport const getUnifiedUmOpenOrders = (\n credential: ICredential,\n params?: {\n symbol?: string;\n },\n): Promise<IUnifiedUmOpenOrder[]> =>\n requestPrivate<IUnifiedUmOpenOrder[]>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/um/openOrders',\n params,\n );\n\n/**\n * 查询账户余额(USER_DATA)\n *\n * 查询账户余额\n *\n * 权重: 20\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Balance\n */\nexport const getUnifiedAccountBalance = (\n credential: ICredential,\n params?: {\n assets?: string;\n },\n): Promise<IUnifiedAccountBalanceEntry[] | IApiError> =>\n requestPrivate<IUnifiedAccountBalanceEntry[] | IApiError>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/balance',\n params,\n );\n\n/**\n * 账户信息 (USER_DATA)\n *\n * 权重: 20\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getSpotAccountInfo = (\n credential: ICredential,\n params?: {\n omitZeroBalances?: boolean;\n },\n): Promise<ISpotAccountInfo | IApiError> =>\n requestPrivate<ISpotAccountInfo | IApiError>(\n credential,\n 'GET',\n 'https://api.binance.com/api/v3/account',\n params,\n );\n\n/**\n * Current open orders (USER_DATA)\n *\n * 权重: 带symbol: 6 不带: 80\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/account-endpoints#%E6%9F%A5%E7%9C%8B%E8%B4%A6%E6%88%B7%E5%BD%93%E5%89%8D%E6%8C%82%E5%8D%95-user_data\n */\nexport const getSpotOpenOrders = (\n credential: ICredential,\n params?: {\n symbol?: string;\n },\n): Promise<ISpotOrder[] | IApiError> =>\n requestPrivate<ISpotOrder[] | IApiError>(\n credential,\n 'GET',\n 'https://api.binance.com/api/v3/openOrders',\n params,\n );\n\n/**\n * New order (TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/trading-endpoints#%E4%B8%8B%E5%8D%95-trade\n */\nexport const postSpotOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n side: string;\n type: string;\n timeInForce?: string;\n quantity?: number;\n quoteOrderQty?: number;\n price?: number;\n newClientOrderId?: string;\n strategyId?: number;\n strategyType?: number;\n stopPrice?: number;\n trailingDelta?: number;\n icebergQty?: number;\n newOrderRespType?: string;\n selfTradePreventionMode?: string;\n pegPriceType?: string;\n pegOffsetValue?: number;\n pegOffsetType?: string;\n },\n): Promise<ISpotNewOrderResponse | IApiError> =>\n requestPrivate<ISpotNewOrderResponse | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/api/v3/order',\n params,\n );\n\n/**\n * Cancel order (TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/trading-endpoints#%E6%92%A4%E9%94%80%E8%AE%A2%E5%8D%95-trade\n */\nexport const deleteSpotOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n newClientOrderId?: string;\n cancelRestrictions?: string;\n },\n): Promise<ISpotOrder | IApiError> =>\n requestPrivate<ISpotOrder | IApiError>(\n credential,\n 'DELETE',\n 'https://api.binance.com/api/v3/order',\n params,\n );\n\n/**\n * 用户万向划转(USER_DATA)\n *\n * 用户万向划转\n *\n * 您需要开通api key 允许万向划转权限来调用此接口。\n *\n * 权重: 900\n *\n * https://developers.binance.com/docs/zh-CN/wallet/asset/user-universal-transfer\n */\nexport const postAssetTransfer = (\n credential: ICredential,\n params: {\n type: string;\n asset: string;\n amount: number;\n fromSymbol?: string;\n toSymbol?: string;\n },\n): Promise<IAssetTransferResponse | IApiError> =>\n requestPrivate<IAssetTransferResponse | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/sapi/v1/asset/transfer',\n params,\n );\n\n/**\n * 统一账户资金归集(TRADE)\n *\n * 资金归集到统一账户钱包\n *\n * 权重: 750\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Fund-Auto-collection\n *\n * ISSUE(2024-07-18): 目前这是唯一能够将资金从原 U 本位合约账户转入统一账户的接口。\n */\nexport const postUnifiedAccountAutoCollection = (credential: ICredential): Promise<{ msg: string }> =>\n requestPrivate<{ msg: string }>(credential, 'POST', 'https://papi.binance.com/papi/v1/auto-collection');\n\n/**\n * 获取充值地址(支持多网络)(USER_DATA)\n *\n * 获取充值地址\n *\n * 权重: 10\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-address\n */\nexport const getDepositAddress = (\n credential: ICredential,\n params: {\n coin: string;\n network?: string;\n amount?: number;\n },\n): Promise<IDepositAddress> =>\n requestPrivate<IDepositAddress>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/capital/deposit/address',\n params,\n );\n\n/**\n * 查询子账户列表(适用主账户)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/sub_account/account-management/Query-Sub-account-List\n */\nexport const getSubAccountList = (\n credential: ICredential,\n params?: {\n email?: string;\n isFreeze?: number;\n page?: number;\n limit?: number;\n },\n): Promise<ISubAccountListResponse | IApiError> =>\n requestPrivate<ISubAccountListResponse | IApiError>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/sub-account/list',\n params,\n );\n\n/**\n * 提币(USER_DATA)\n *\n * 权重: 600\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw\n */\nexport const postWithdraw = (\n credential: ICredential,\n params: {\n coin: string;\n withdrawOrderId?: string;\n network?: string;\n address: string;\n addressTag?: string;\n amount: number;\n transactionFeeFlag?: boolean;\n name?: string;\n walletType?: number;\n },\n): Promise<{ id: string } | IApiError> =>\n requestPrivate<{ id: string } | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/sapi/v1/capital/withdraw/apply',\n params,\n );\n\n/**\n * 获取提币历史(支持多网络)(USER_DATA)\n *\n * 获取提币历史 (支持多网络)\n *\n * 请求权重(IP)#\n * 18000 请求限制: 每秒10次\n *\n * 本接口特别采用每秒UID速率限制，用户的总秒级 UID 速率限制为180000/秒。从该接口收到的响应包含key X-SAPI-USED-UID-WEIGHT-1S，该key定义了当前 UID 使用的权重\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw-history\n */\nexport const getWithdrawHistory = (\n credential: ICredential,\n params?: {\n coin?: string;\n withdrawOrderId?: string;\n status?: number;\n offset?: number;\n limit?: number;\n startTime?: number;\n endTime?: number;\n },\n): Promise<IWithdrawRecord[]> =>\n requestPrivate<IWithdrawRecord[]>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/capital/withdraw/history',\n params,\n );\n\n/**\n * 获取充值历史(支持多网络)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-history\n */\nexport const getDepositHistory = (\n credential: ICredential,\n params?: {\n includeSource?: boolean;\n coin?: string;\n status?: number;\n startTime?: number;\n endTime?: number;\n offset?: number;\n limit?: number;\n txId?: string;\n },\n): Promise<IDepositRecord[]> =>\n requestPrivate<IDepositRecord[]>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/capital/deposit/hisrec',\n params,\n );\n\n/**\n * UM下单(TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/New-UM-Order\n */\nexport const postUmOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n side: string;\n positionSide?: string;\n type: string;\n timeInForce?: string;\n quantity: number;\n reduceOnly?: string;\n price?: number;\n newClientOrderId?: string;\n newOrderRespType?: string;\n selfTradePreventionMode?: string;\n goodTillDate?: number;\n },\n): Promise<IUnifiedUmOrderResponse | IApiError> =>\n requestPrivate<IUnifiedUmOrderResponse | IApiError>(\n credential,\n 'POST',\n 'https://papi.binance.com/papi/v1/um/order',\n params,\n );\n\nexport const deleteUmOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n },\n): Promise<IUnifiedUmOrderResponse | IApiError> =>\n requestPrivate<IUnifiedUmOrderResponse | IApiError>(\n credential,\n 'DELETE',\n 'https://papi.binance.com/papi/v1/um/order',\n params,\n );\n\n/**\n * 获取UM损益资金流水(USER_DATA)\n *\n * 权重: 30\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Income-History\n */\nexport const getUMIncome = (\n credential: ICredential,\n params?: {\n symbol?: string;\n incomeType?: string;\n startTime?: number;\n endTime?: number;\n recvWindow?: number;\n limit?: number;\n timestamp?: number;\n },\n): Promise<IUMIncomeRecord[]> =>\n requestPrivate<IUMIncomeRecord[]>(credential, 'GET', 'https://api.binance.com/papi/v1/um/income', params);\n"]}
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{ getDefaultCredential, IApiError, ICredential, requestPrivate } from './client';\nexport type { ICredential };\n\nexport interface IUnifiedAccountInfo {\n uniMMR: string;\n accountEquity: string;\n actualEquity: string;\n accountInitialMargin: string;\n accountMaintMargin: string;\n accountStatus: string;\n virtualMaxWithdrawAmount: string;\n totalAvailableBalance: string;\n totalMarginOpenLoss: string;\n updateTime: number;\n}\n\nexport interface IUnifiedUmAsset {\n asset: string;\n crossWalletBalance: string;\n crossUnPnl: string;\n maintMargin: string;\n initialMargin: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n updateTime: number;\n}\n\nexport interface IUnifiedUmPosition {\n symbol: string;\n initialMargin: string;\n maintMargin: string;\n unrealizedProfit: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n leverage: string;\n entryPrice: string;\n maxNotional: string;\n bidNotional: string;\n askNotional: string;\n positionSide: string;\n positionAmt: string;\n updateTime: number;\n}\n\nexport interface IUnifiedUmAccount {\n assets: IUnifiedUmAsset[];\n positions: IUnifiedUmPosition[];\n}\n\nexport interface IUnifiedUmOpenOrder {\n avgPrice: string;\n clientOrderId: string;\n cumQuote: string;\n executedQty: string;\n orderId: number;\n origQty: string;\n origType: string;\n price: string;\n reduceOnly: boolean;\n side: string;\n positionSide: string;\n status: string;\n symbol: string;\n time: number;\n timeInForce: string;\n type: string;\n updateTime: number;\n selfTradePreventionMode: string;\n goodTillDate: number;\n}\n\nexport interface IUnifiedAccountBalanceEntry {\n asset: string;\n totalWalletBalance: string;\n crossMarginAsset: string;\n crossMarginBorrowed: string;\n crossMarginFree: string;\n crossMarginInterest: string;\n crossMarginLocked: string;\n umWalletBalance: string;\n umUnrealizedPNL: string;\n cmWalletBalance: string;\n cmUnrealizedPNL: string;\n updateTime: number;\n}\n\nexport interface ISpotAccountInfo {\n makerCommission: number;\n takerCommission: number;\n buyerCommission: number;\n sellerCommission: number;\n commissionRates: {\n maker: string;\n taker: string;\n buyer: string;\n seller: string;\n };\n canTrade: boolean;\n canWithdraw: boolean;\n canDeposit: boolean;\n brokered: boolean;\n requireSelfTradePrevention: boolean;\n preventSor: boolean;\n updateTime: number;\n balances: {\n asset: string;\n free: string;\n locked: string;\n }[];\n permissions: string[];\n uid: number;\n}\n\nexport interface ISpotOrder {\n symbol: string;\n orderId: number;\n orderListId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n origQuoteOrderQty: string;\n cummulativeQuoteQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: string;\n stopPrice: string;\n icebergQty: string;\n time: number;\n updateTime: number;\n isWorking: boolean;\n}\n\nexport interface ISpotNewOrderResponse {\n symbol: string;\n orderId: number;\n clientOrderId: string;\n transactTime: number;\n}\n\nexport interface IAssetTransferResponse {\n tranId: number;\n}\n\nexport interface IDepositAddress {\n address: string;\n coin: string;\n tag: string;\n url: string;\n}\n\nexport interface ISubAccountSummary {\n email: string;\n isFreeze: boolean;\n createTime: number;\n isManagedSubAccount: boolean;\n isAssetManagementSubAccount: boolean;\n}\n\nexport interface ISubAccountListResponse {\n subAccounts: ISubAccountSummary[];\n}\n\nexport interface IWithdrawRecord {\n id: string;\n amount: string;\n transactionFee: string;\n coin: string;\n status: number;\n address: string;\n txId: string;\n applyTime: Date;\n network: string;\n transferType: number;\n info: string;\n confirmNo: number;\n walletType: number;\n txKey: string;\n completeTime: Date;\n}\n\nexport interface IDepositRecord {\n id: string;\n amount: string;\n coin: string;\n network: string;\n status: number;\n address: string;\n addressTag: string;\n txId: string;\n insertTime: number;\n transferType: number;\n confirmTimes: string;\n unlockConfirm: number;\n walletType: number;\n}\n\nexport interface IUnifiedUmOrderResponse {\n clientOrderId: string;\n cumQty: string;\n cumQuote: string;\n executedQty: string;\n orderId: number;\n avgPrice: string;\n origQty: string;\n price: string;\n reduceOnly: boolean;\n side: string;\n positionSide: string;\n status: string;\n symbol: string;\n timeInForce: string;\n type: string;\n selfTradePreventionMode: string;\n goodTillDate: number;\n updateTime: number;\n}\n\nexport interface IUMIncomeRecord {\n symbol: string;\n incomeType: string;\n income: string;\n asset: string;\n info: string;\n time: number;\n tranId: string;\n tradeId: string;\n}\n\n/**\n * 查询账户信息(USER_DATA)\n *\n * 查询账户信息\n *\n * 权重: 20\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Information\n */\nexport const getUnifiedAccountInfo = (credential: ICredential): Promise<IUnifiedAccountInfo | IApiError> =>\n requestPrivate<IUnifiedAccountInfo | IApiError>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/account',\n );\n\n/**\n * 获取UM账户信息\n *\n * 现有UM账户资产和仓位信息\n *\n * 权重: 5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Account-Detail\n */\nexport const getUnifiedUmAccount = (credential: ICredential): Promise<IUnifiedUmAccount | IApiError> =>\n requestPrivate<IUnifiedUmAccount | IApiError>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/um/account',\n );\n\n/**\n * 查看当前全部UM挂单(USER_DATA)\n *\n * 查看当前全部UM挂单，请小心使用不带symbol参数的调用\n *\n * 权重: 带symbol 1 - 不带 40\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/Query-All-Current-UM-Open-Orders\n */\nexport const getUnifiedUmOpenOrders = (\n credential: ICredential,\n params?: {\n symbol?: string;\n },\n): Promise<IUnifiedUmOpenOrder[]> =>\n requestPrivate<IUnifiedUmOpenOrder[]>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/um/openOrders',\n params,\n );\n\n/**\n * 查询账户余额(USER_DATA)\n *\n * 查询账户余额\n *\n * 权重: 20\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Balance\n */\nexport const getUnifiedAccountBalance = (\n credential: ICredential,\n params?: {\n assets?: string;\n },\n): Promise<IUnifiedAccountBalanceEntry[] | IApiError> =>\n requestPrivate<IUnifiedAccountBalanceEntry[] | IApiError>(\n credential,\n 'GET',\n 'https://papi.binance.com/papi/v1/balance',\n params,\n );\n\n/**\n * 账户信息 (USER_DATA)\n *\n * 权重: 20\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getSpotAccountInfo = (\n credential: ICredential,\n params?: {\n omitZeroBalances?: boolean;\n },\n): Promise<ISpotAccountInfo | IApiError> =>\n requestPrivate<ISpotAccountInfo | IApiError>(\n credential,\n 'GET',\n 'https://api.binance.com/api/v3/account',\n params,\n );\n\n/**\n * Current open orders (USER_DATA)\n *\n * 权重: 带symbol: 6 不带: 80\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/account-endpoints#%E6%9F%A5%E7%9C%8B%E8%B4%A6%E6%88%B7%E5%BD%93%E5%89%8D%E6%8C%82%E5%8D%95-user_data\n */\nexport const getSpotOpenOrders = (\n credential: ICredential,\n params?: {\n symbol?: string;\n },\n): Promise<ISpotOrder[] | IApiError> =>\n requestPrivate<ISpotOrder[] | IApiError>(\n credential,\n 'GET',\n 'https://api.binance.com/api/v3/openOrders',\n params,\n );\n\n/**\n * New order (TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/trading-endpoints#%E4%B8%8B%E5%8D%95-trade\n */\nexport const postSpotOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n side: string;\n type: string;\n timeInForce?: string;\n quantity?: number;\n quoteOrderQty?: number;\n price?: number;\n newClientOrderId?: string;\n strategyId?: number;\n strategyType?: number;\n stopPrice?: number;\n trailingDelta?: number;\n icebergQty?: number;\n newOrderRespType?: string;\n selfTradePreventionMode?: string;\n pegPriceType?: string;\n pegOffsetValue?: number;\n pegOffsetType?: string;\n },\n): Promise<ISpotNewOrderResponse | IApiError> =>\n requestPrivate<ISpotNewOrderResponse | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/api/v3/order',\n params,\n );\n\n/**\n * Cancel order (TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/trading-endpoints#%E6%92%A4%E9%94%80%E8%AE%A2%E5%8D%95-trade\n */\nexport const deleteSpotOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n newClientOrderId?: string;\n cancelRestrictions?: string;\n },\n): Promise<ISpotOrder | IApiError> =>\n requestPrivate<ISpotOrder | IApiError>(\n credential,\n 'DELETE',\n 'https://api.binance.com/api/v3/order',\n params,\n );\n\n/**\n * 用户万向划转(USER_DATA)\n *\n * 用户万向划转\n *\n * 您需要开通api key 允许万向划转权限来调用此接口。\n *\n * 权重: 900\n *\n * https://developers.binance.com/docs/zh-CN/wallet/asset/user-universal-transfer\n */\nexport const postAssetTransfer = (\n credential: ICredential,\n params: {\n type: string;\n asset: string;\n amount: number;\n fromSymbol?: string;\n toSymbol?: string;\n },\n): Promise<IAssetTransferResponse | IApiError> =>\n requestPrivate<IAssetTransferResponse | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/sapi/v1/asset/transfer',\n params,\n );\n\n/**\n * 统一账户资金归集(TRADE)\n *\n * 资金归集到统一账户钱包\n *\n * 权重: 750\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Fund-Auto-collection\n *\n * ISSUE(2024-07-18): 目前这是唯一能够将资金从原 U 本位合约账户转入统一账户的接口。\n */\nexport const postUnifiedAccountAutoCollection = (credential: ICredential): Promise<{ msg: string }> =>\n requestPrivate<{ msg: string }>(credential, 'POST', 'https://papi.binance.com/papi/v1/auto-collection');\n\n/**\n * 获取充值地址(支持多网络)(USER_DATA)\n *\n * 获取充值地址\n *\n * 权重: 10\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-address\n */\nexport const getDepositAddress = (\n credential: ICredential,\n params: {\n coin: string;\n network?: string;\n amount?: number;\n },\n): Promise<IDepositAddress> =>\n requestPrivate<IDepositAddress>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/capital/deposit/address',\n params,\n );\n\n/**\n * 查询子账户列表(适用主账户)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/sub_account/account-management/Query-Sub-account-List\n */\nexport const getSubAccountList = (\n credential: ICredential,\n params?: {\n email?: string;\n isFreeze?: number;\n page?: number;\n limit?: number;\n },\n): Promise<ISubAccountListResponse | IApiError> =>\n requestPrivate<ISubAccountListResponse | IApiError>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/sub-account/list',\n params,\n );\n\n/**\n * 提币(USER_DATA)\n *\n * 权重: 600\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw\n */\nexport const postWithdraw = (\n credential: ICredential,\n params: {\n coin: string;\n withdrawOrderId?: string;\n network?: string;\n address: string;\n addressTag?: string;\n amount: number;\n transactionFeeFlag?: boolean;\n name?: string;\n walletType?: number;\n },\n): Promise<{ id: string } | IApiError> =>\n requestPrivate<{ id: string } | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/sapi/v1/capital/withdraw/apply',\n params,\n );\n\n/**\n * 获取提币历史(支持多网络)(USER_DATA)\n *\n * 获取提币历史 (支持多网络)\n *\n * 请求权重(IP)#\n * 18000 请求限制: 每秒10次\n *\n * 本接口特别采用每秒UID速率限制，用户的总秒级 UID 速率限制为180000/秒。从该接口收到的响应包含key X-SAPI-USED-UID-WEIGHT-1S，该key定义了当前 UID 使用的权重\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw-history\n */\nexport const getWithdrawHistory = (\n credential: ICredential,\n params?: {\n coin?: string;\n withdrawOrderId?: string;\n status?: number;\n offset?: number;\n limit?: number;\n startTime?: number;\n endTime?: number;\n },\n): Promise<IWithdrawRecord[]> =>\n requestPrivate<IWithdrawRecord[]>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/capital/withdraw/history',\n params,\n );\n\n/**\n * 获取充值历史(支持多网络)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-history\n */\nexport const getDepositHistory = (\n credential: ICredential,\n params?: {\n includeSource?: boolean;\n coin?: string;\n status?: number;\n startTime?: number;\n endTime?: number;\n offset?: number;\n limit?: number;\n txId?: string;\n },\n): Promise<IDepositRecord[]> =>\n requestPrivate<IDepositRecord[]>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/capital/deposit/hisrec',\n params,\n );\n\n/**\n * UM下单(TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/New-UM-Order\n */\nexport const postUmOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n side: string;\n positionSide?: string;\n type: string;\n timeInForce?: string;\n quantity: number;\n reduceOnly?: string;\n price?: number;\n newClientOrderId?: string;\n newOrderRespType?: string;\n selfTradePreventionMode?: string;\n goodTillDate?: number;\n },\n): Promise<IUnifiedUmOrderResponse | IApiError> =>\n requestPrivate<IUnifiedUmOrderResponse | IApiError>(\n credential,\n 'POST',\n 'https://papi.binance.com/papi/v1/um/order',\n params,\n );\n\nexport const deleteUmOrder = (\n credential: ICredential,\n params: {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n },\n): Promise<IUnifiedUmOrderResponse | IApiError> =>\n requestPrivate<IUnifiedUmOrderResponse | IApiError>(\n credential,\n 'DELETE',\n 'https://papi.binance.com/papi/v1/um/order',\n params,\n );\n\n/**\n * 获取UM损益资金流水(USER_DATA)\n *\n * 权重: 30\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Income-History\n */\nexport const getUMIncome = (\n credential: ICredential,\n params?: {\n symbol?: string;\n incomeType?: string;\n startTime?: number;\n endTime?: number;\n recvWindow?: number;\n limit?: number;\n timestamp?: number;\n },\n): Promise<IUMIncomeRecord[]> =>\n requestPrivate<IUMIncomeRecord[]>(credential, 'GET', 'https://api.binance.com/papi/v1/um/income', params);\n\n/**\n * Cancel an Existing Order and Send a New Order (TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/trading-endpoints#%E6%92%A4%E9%94%80%E5%B9%B6%E9%87%8D%E6%96%B0%E4%B8%8B%E5%8D%95-trade\n */\nexport const postSpotOrderCancelReplace = (\n credential: ICredential,\n params: {\n symbol: string;\n side: string;\n type: string;\n cancelReplaceMode: string;\n timeInForce?: string;\n quantity?: number;\n quoteOrderQty?: number;\n price?: number;\n cancelNewClientOrderId?: string;\n cancelOrigClientOrderId?: string;\n cancelOrderId?: number;\n newClientOrderId?: string;\n strategyId?: number;\n strategyType?: number;\n stopPrice?: number;\n trailingDelta?: number;\n icebergQty?: number;\n newOrderRespType?: string;\n selfTradePreventionMode?: string;\n pegPriceType?: string;\n pegOffsetValue?: number;\n pegOffsetType?: string;\n },\n): Promise<ISpotNewOrderResponse | IApiError> =>\n requestPrivate<ISpotNewOrderResponse | IApiError>(\n credential,\n 'POST',\n 'https://api.binance.com/api/v3/order/cancelReplace',\n params,\n );\n\n/**\n * Modify Order (TRADE)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/Modify-UM-Order\n */\nexport const putUmOrder = (\n credential: ICredential,\n params: {\n orderId?: number;\n origClientOrderId?: string;\n symbol: string;\n side: string;\n quantity?: number;\n price?: number;\n priceMatch?: string;\n recvWindow?: number;\n timestamp?: number;\n },\n): Promise<IUnifiedUmOrderResponse | IApiError> =>\n requestPrivate<IUnifiedUmOrderResponse | IApiError>(\n credential,\n 'PUT',\n 'https://papi.binance.com/papi/v1/um/order',\n params,\n );\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/**\n * 获取所有全仓杠杆交易对(MARKET_DATA)\n *\n * 权重: 1\n *\n * https://developers.binance.com/docs/zh-CN/margin_trading/market-data/Get-All-Cross-Margin-Pairs\n */\nexport const getMarginAllPairs = (params?: { symbol?: string }): Promise<IMarginPair[]> => {\n const credential = getDefaultCredential();\n return requestPrivate<IMarginPair[]>(\n credential,\n 'GET',\n 'https://api.binance.com/sapi/v1/margin/allPairs',\n params,\n );\n};\n\n/**\n * Get a future hourly interest rate\n *\n * https://developers.binance.com/docs/zh-CN/margin_trading/borrow-and-repay/Get-a-future-hourly-interest-rate\n */\nexport const getMarginNextHourlyInterestRate = (params: {\n assets: string;\n isIsolated: boolean;\n}): Promise<\n {\n asset: string;\n nextHourlyInterestRate: string;\n }[]\n> => {\n const credential = getDefaultCredential();\n return requestPrivate<\n {\n asset: string;\n nextHourlyInterestRate: string;\n }[]\n >(credential, 'GET', 'https://api.binance.com/sapi/v1/margin/next-hourly-interest-rate', params);\n};\n\n/**\n * Query Margin Interest Rate History\n *\n * https://developers.binance.com/docs/zh-CN/margin_trading/borrow-and-repay/Query-Margin-Interest-Rate-History\n */\nexport const getMarginInterestRateHistory = (params: {\n asset: string;\n vipLevel?: number;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<\n {\n asset: string;\n dailyInterestRate: string;\n timestamp: number;\n vipLevel: number;\n }[]\n> => {\n const credential = getDefaultCredential();\n return requestPrivate<\n {\n asset: string;\n dailyInterestRate: string;\n timestamp: number;\n vipLevel: number;\n }[]\n >(credential, 'GET', 'https://api.binance.com/sapi/v1/margin/interestRateHistory', params);\n};\n"]}
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package/dist/api/public-api.js
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export const getFutureOpenInterest = (params) => requestPublic('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);
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export const getSpotBookTicker = (params) => requestPublic('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);
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{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,UAAU,CAAC;AAgGzC;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,GAAiC,EAAE,CACtE,aAAa,CAAsB,KAAK,EAAE,+CAA+C,CAAC,CAAC;AAE7F;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAAC,MAKpC,EAAsC,EAAE,CACvC,aAAa,CAA4B,KAAK,EAAE,8CAA8C,EAAE,MAAM,CAAC,CAAC;AAE1G;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,CAAC,MAA2B,EAAuC,EAAE,CACxG,aAAa,CAA6B,KAAK,EAAE,+CAA+C,EAAE,MAAM,CAAC,CAAC;AAE5G;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,CAAC,MAA4B,EAAqC,EAAE,CACrG,aAAa,CACX,KAAK,EACL,oDAAoD,EACpD,MAAM,CACP,CAAC;AAEJ;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,CAAC,MAA0B,EAAgC,EAAE,CAChG,aAAa,CAAsB,KAAK,EAAE,+CAA+C,EAAE,MAAM,CAAC,CAAC;
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{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,UAAU,CAAC;AAgGzC;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,GAAiC,EAAE,CACtE,aAAa,CAAsB,KAAK,EAAE,+CAA+C,CAAC,CAAC;AAE7F;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAAC,MAKpC,EAAsC,EAAE,CACvC,aAAa,CAA4B,KAAK,EAAE,8CAA8C,EAAE,MAAM,CAAC,CAAC;AAE1G;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,CAAC,MAA2B,EAAuC,EAAE,CACxG,aAAa,CAA6B,KAAK,EAAE,+CAA+C,EAAE,MAAM,CAAC,CAAC;AAE5G;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,CAAC,MAA4B,EAAqC,EAAE,CACrG,aAAa,CACX,KAAK,EACL,oDAAoD,EACpD,MAAM,CACP,CAAC;AAEJ;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,CAAC,MAA0B,EAAgC,EAAE,CAChG,aAAa,CAAsB,KAAK,EAAE,+CAA+C,EAAE,MAAM,CAAC,CAAC;AASrG;;;;GAIG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG,CAAC,MAA4B,EAAmC,EAAE,CACjG,aAAa,CAAyB,KAAK,EAAE,kDAAkD,EAAE,MAAM,CAAC,CAAC","sourcesContent":["import { requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string | number | boolean | undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/**\n * 获取交易规则和交易对\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7\n */\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> =>\n requestPublic<IFutureExchangeInfo>('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');\n\n/**\n * 查询资金费率历史\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#31dbeb24c4\n */\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> =>\n requestPublic<IFutureFundingRateEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);\n\n/**\n * 最新标记价格和资金费率\n *\n * 采集各大交易所数据加权平均\n *\n * 权重: 带symbol为1；不带symbol为10\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n */\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> =>\n requestPublic<IFuturePremiumIndexEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);\n\n/**\n * 当前最优挂单\n *\n * 返回当前最优的挂单(最高买单，最低卖单)\n *\n * 权重: 单交易对2，无交易对5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n */\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> =>\n requestPublic<IFutureBookTickerEntry[]>(\n 'GET',\n 'https://fapi.binance.com/fapi/v1/ticker/bookTicker',\n params,\n );\n\n/**\n * 获取未平仓合约数\n *\n * 权重: 1\n *\n * 更新速率: 3s\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> =>\n requestPublic<IFutureOpenInterest>('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/**\n * 当前最优挂单 (Spot)\n *\n * https://binance-docs.github.io/apidocs/spot/cn/#5393cd0851\n */\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> =>\n requestPublic<ISpotBookTickerEntry[]>('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);\n"]}
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package/dist/index.js
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,4CAA4C,CAAC;AACpD,OAAO,0CAA0C,CAAC","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/account-actions-with-credential';\nimport './services/order-actions-with-credential';\n"]}
|
|
@@ -0,0 +1,82 @@
|
|
|
1
|
+
var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
|
|
2
|
+
var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
|
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3
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+
if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
|
|
4
|
+
var g = generator.apply(thisArg, _arguments || []), i, q = [];
|
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5
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+
return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
|
|
6
|
+
function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
|
|
7
|
+
function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
|
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8
|
+
function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
|
|
9
|
+
function fulfill(value) { resume("next", value); }
|
|
10
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+
function reject(value) { resume("throw", value); }
|
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11
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+
function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
|
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12
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+
};
|
|
13
|
+
import { createSeriesProvider } from '@yuants/data-series';
|
|
14
|
+
import { Terminal } from '@yuants/protocol';
|
|
15
|
+
import { decodePath, formatTime } from '@yuants/utils';
|
|
16
|
+
import { firstValueFrom, timer } from 'rxjs';
|
|
17
|
+
import { getFutureFundingRate } from '../api/public-api';
|
|
18
|
+
import { getMarginInterestRateHistory } from '../api/private-api';
|
|
19
|
+
const terminal = Terminal.fromNodeEnv();
|
|
20
|
+
createSeriesProvider(terminal, {
|
|
21
|
+
tableName: 'interest_rate',
|
|
22
|
+
series_id_prefix_parts: ['BINANCE'],
|
|
23
|
+
reversed: true,
|
|
24
|
+
serviceOptions: { concurrent: 1 },
|
|
25
|
+
queryFn: function ({ series_id, started_at, ended_at }) {
|
|
26
|
+
return __asyncGenerator(this, arguments, function* () {
|
|
27
|
+
const [datasource_id, product_id] = decodePath(series_id);
|
|
28
|
+
let current_start = started_at;
|
|
29
|
+
const [instType, symbol] = decodePath(product_id);
|
|
30
|
+
if (instType === 'usdt-future') {
|
|
31
|
+
while (true) {
|
|
32
|
+
// 向前翻页，时间降序
|
|
33
|
+
const res = yield __await(getFutureFundingRate({
|
|
34
|
+
symbol: symbol,
|
|
35
|
+
startTime: current_start,
|
|
36
|
+
endTime: ended_at,
|
|
37
|
+
limit: 1000,
|
|
38
|
+
}));
|
|
39
|
+
yield yield __await(res.map((v) => ({
|
|
40
|
+
series_id,
|
|
41
|
+
created_at: formatTime(v.fundingTime),
|
|
42
|
+
datasource_id,
|
|
43
|
+
product_id,
|
|
44
|
+
long_rate: `${-v.fundingRate}`,
|
|
45
|
+
short_rate: `${v.fundingRate}`,
|
|
46
|
+
settlement_price: '',
|
|
47
|
+
})));
|
|
48
|
+
if (res.length < 1000) {
|
|
49
|
+
break;
|
|
50
|
+
}
|
|
51
|
+
current_start = +res[res.length - 1].fundingTime;
|
|
52
|
+
yield __await(firstValueFrom(timer(1000)));
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
else if (instType === 'margin') {
|
|
56
|
+
while (true) {
|
|
57
|
+
const res = yield __await(getMarginInterestRateHistory({
|
|
58
|
+
asset: symbol,
|
|
59
|
+
startTime: current_start,
|
|
60
|
+
endTime: ended_at,
|
|
61
|
+
limit: 100,
|
|
62
|
+
}));
|
|
63
|
+
yield yield __await(res.map((v) => ({
|
|
64
|
+
series_id,
|
|
65
|
+
created_at: formatTime(v.timestamp),
|
|
66
|
+
datasource_id,
|
|
67
|
+
product_id,
|
|
68
|
+
long_rate: v.dailyInterestRate,
|
|
69
|
+
short_rate: '0',
|
|
70
|
+
settlement_price: '',
|
|
71
|
+
})));
|
|
72
|
+
if (res.length < 100) {
|
|
73
|
+
break;
|
|
74
|
+
}
|
|
75
|
+
current_start = +res[res.length - 1].timestamp;
|
|
76
|
+
yield __await(firstValueFrom(timer(1000)));
|
|
77
|
+
}
|
|
78
|
+
}
|
|
79
|
+
});
|
|
80
|
+
},
|
|
81
|
+
});
|
|
82
|
+
//# sourceMappingURL=interest_rate.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../src/public-data/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AACzD,OAAO,EAAE,4BAA4B,EAAE,MAAM,oBAAoB,CAAC;AAElE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,IAAI,QAAQ,KAAK,aAAa,EAAE;gBAC9B,OAAO,IAAI,EAAE;oBACX,YAAY;oBACZ,MAAM,GAAG,GAAG,cAAM,oBAAoB,CAAC;wBACrC,MAAM,EAAE,MAAM;wBACd,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,IAAI;qBACZ,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS;wBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC;wBACrC,aAAa;wBACb,UAAU;wBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;wBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;wBAC9B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;wBACrB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;oBACjD,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;iBAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;gBAChC,OAAO,IAAI,EAAE;oBACX,MAAM,GAAG,GAAG,cAAM,4BAA4B,CAAC;wBAC7C,KAAK,EAAE,MAAM;wBACb,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,GAAG;qBACX,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAKA,EAAiB,EAAE,CAAC,CAAC;wBACpB,SAAS;wBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;wBACnC,aAAa;wBACb,UAAU;wBACV,SAAS,EAAE,CAAC,CAAC,iBAAiB;wBAC9B,UAAU,EAAE,GAAG;wBACf,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE;wBACpB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC;oBAC/C,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFutureFundingRate } from '../api/public-api';\nimport { getMarginInterestRateHistory } from '../api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const [datasource_id, product_id] = decodePath(series_id);\n let current_start = started_at;\n const [instType, symbol] = decodePath(product_id);\n if (instType === 'usdt-future') {\n while (true) {\n // 向前翻页，时间降序\n const res = await getFutureFundingRate({\n symbol: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 1000,\n });\n yield res.map(\n (v): IInterestRate => ({\n series_id,\n created_at: formatTime(v.fundingTime),\n datasource_id,\n product_id,\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 1000) {\n break;\n }\n current_start = +res[res.length - 1].fundingTime;\n await firstValueFrom(timer(1000));\n }\n } else if (instType === 'margin') {\n while (true) {\n const res = await getMarginInterestRateHistory({\n asset: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 100,\n });\n yield res.map(\n (v: {\n asset: string;\n dailyInterestRate: string;\n timestamp: number;\n vipLevel: number;\n }): IInterestRate => ({\n series_id,\n created_at: formatTime(v.timestamp),\n datasource_id,\n product_id,\n long_rate: v.dailyInterestRate,\n short_rate: '0',\n settlement_price: '',\n }),\n );\n if (res.length < 100) {\n break;\n }\n current_start = +res[res.length - 1].timestamp;\n await firstValueFrom(timer(1000));\n }\n }\n },\n});\n"]}
|
|
@@ -0,0 +1,88 @@
|
|
|
1
|
+
var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
|
|
2
|
+
var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
|
|
3
|
+
if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
|
|
4
|
+
var g = generator.apply(thisArg, _arguments || []), i, q = [];
|
|
5
|
+
return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
|
|
6
|
+
function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
|
|
7
|
+
function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
|
|
8
|
+
function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
|
|
9
|
+
function fulfill(value) { resume("next", value); }
|
|
10
|
+
function reject(value) { resume("throw", value); }
|
|
11
|
+
function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
|
|
12
|
+
};
|
|
13
|
+
import { createSeriesProvider } from '@yuants/data-series';
|
|
14
|
+
import { Terminal } from '@yuants/protocol';
|
|
15
|
+
import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
|
|
16
|
+
import { firstValueFrom, timer } from 'rxjs';
|
|
17
|
+
import { requestPublic } from '../api/client';
|
|
18
|
+
const terminal = Terminal.fromNodeEnv();
|
|
19
|
+
const DURATION_TO_BINANCE_INTERVAL = {
|
|
20
|
+
PT1M: '1m',
|
|
21
|
+
PT3M: '3m',
|
|
22
|
+
PT5M: '5m',
|
|
23
|
+
PT15M: '15m',
|
|
24
|
+
PT30M: '30m',
|
|
25
|
+
PT1H: '1h',
|
|
26
|
+
PT2H: '2h',
|
|
27
|
+
PT4H: '4h',
|
|
28
|
+
PT6H: '6h',
|
|
29
|
+
PT8H: '8h',
|
|
30
|
+
PT12H: '12h',
|
|
31
|
+
P1D: '1d',
|
|
32
|
+
P3D: '3d',
|
|
33
|
+
P1W: '1w',
|
|
34
|
+
P1M: '1M',
|
|
35
|
+
};
|
|
36
|
+
createSeriesProvider(terminal, {
|
|
37
|
+
tableName: 'ohlc',
|
|
38
|
+
series_id_prefix_parts: ['BINANCE'],
|
|
39
|
+
reversed: true,
|
|
40
|
+
serviceOptions: { concurrent: 10 },
|
|
41
|
+
queryFn: function ({ series_id, started_at, ended_at }) {
|
|
42
|
+
return __asyncGenerator(this, arguments, function* () {
|
|
43
|
+
const [datasource_id, product_id, duration] = decodePath(series_id);
|
|
44
|
+
const interval = DURATION_TO_BINANCE_INTERVAL[duration];
|
|
45
|
+
if (!interval) {
|
|
46
|
+
throw new Error(`Unsupported duration: ${duration}`);
|
|
47
|
+
}
|
|
48
|
+
const offset = convertDurationToOffset(duration);
|
|
49
|
+
const [instType, symbol] = decodePath(product_id);
|
|
50
|
+
let current_end = ended_at || Date.now();
|
|
51
|
+
const start = started_at || 0;
|
|
52
|
+
const baseUrl = instType === 'usdt-future'
|
|
53
|
+
? 'https://fapi.binance.com/fapi/v1/klines'
|
|
54
|
+
: 'https://api.binance.com/api/v3/klines';
|
|
55
|
+
while (true) {
|
|
56
|
+
const res = yield __await(requestPublic('GET', baseUrl, {
|
|
57
|
+
symbol,
|
|
58
|
+
interval,
|
|
59
|
+
endTime: current_end,
|
|
60
|
+
limit: 1000,
|
|
61
|
+
}));
|
|
62
|
+
if (res.length === 0)
|
|
63
|
+
break;
|
|
64
|
+
const periods = res.map((k) => ({
|
|
65
|
+
datasource_id,
|
|
66
|
+
product_id,
|
|
67
|
+
duration,
|
|
68
|
+
created_at: formatTime(k[0]),
|
|
69
|
+
closed_at: formatTime(k[0] + offset),
|
|
70
|
+
open: `${k[1]}`,
|
|
71
|
+
high: `${k[2]}`,
|
|
72
|
+
low: `${k[3]}`,
|
|
73
|
+
close: `${k[4]}`,
|
|
74
|
+
volume: `${k[5]}`,
|
|
75
|
+
open_interest: '0',
|
|
76
|
+
series_id,
|
|
77
|
+
}));
|
|
78
|
+
yield yield __await(periods);
|
|
79
|
+
const oldest = periods[0];
|
|
80
|
+
current_end = new Date(oldest.created_at).getTime() - 1;
|
|
81
|
+
if (current_end < start)
|
|
82
|
+
break;
|
|
83
|
+
yield __await(firstValueFrom(timer(200)));
|
|
84
|
+
}
|
|
85
|
+
});
|
|
86
|
+
},
|
|
87
|
+
});
|
|
88
|
+
//# sourceMappingURL=ohlc.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAE9C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,4BAA4B,GAA2B;IAC3D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,oBAAoB,CAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,EAAE,EAAE;IAClC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YACpE,MAAM,QAAQ,GAAG,4BAA4B,CAAC,QAAQ,CAAC,CAAC;YACxD,IAAI,CAAC,QAAQ,EAAE;gBACb,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;aACtD;YACD,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;YACjD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAElD,IAAI,WAAW,GAAG,QAAQ,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACzC,MAAM,KAAK,GAAG,UAAU,IAAI,CAAC,CAAC;YAE9B,MAAM,OAAO,GACX,QAAQ,KAAK,aAAa;gBACxB,CAAC,CAAC,yCAAyC;gBAC3C,CAAC,CAAC,uCAAuC,CAAC;YAiB9C,OAAO,IAAI,EAAE;gBACX,MAAM,GAAG,GAAG,cAAM,aAAa,CAAkB,KAAK,EAAE,OAAO,EAAE;oBAC/D,MAAM;oBACN,QAAQ;oBACR,OAAO,EAAE,WAAW;oBACpB,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBAEH,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBAE5B,MAAM,OAAO,GAAY,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;oBACvC,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC5B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACpC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACjB,aAAa,EAAE,GAAG;oBAClB,SAAS;iBACV,CAAC,CAAC,CAAC;gBAEJ,oBAAM,OAAO,CAAA,CAAC;gBAEd,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC1B,WAAW,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,GAAG,CAAC,CAAC;gBAExD,IAAI,WAAW,GAAG,KAAK;oBAAE,MAAM;gBAE/B,cAAM,cAAc,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAA,CAAC;aAClC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { requestPublic } from '../api/client';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_BINANCE_INTERVAL: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n PT1H: '1h',\n PT2H: '2h',\n PT4H: '4h',\n PT6H: '6h',\n PT8H: '8h',\n PT12H: '12h',\n P1D: '1d',\n P3D: '3d',\n P1W: '1w',\n P1M: '1M',\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 10 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const interval = DURATION_TO_BINANCE_INTERVAL[duration];\n if (!interval) {\n throw new Error(`Unsupported duration: ${duration}`);\n }\n const offset = convertDurationToOffset(duration);\n const [instType, symbol] = decodePath(product_id);\n\n let current_end = ended_at || Date.now();\n const start = started_at || 0;\n\n const baseUrl =\n instType === 'usdt-future'\n ? 'https://fapi.binance.com/fapi/v1/klines'\n : 'https://api.binance.com/api/v3/klines';\n\n type IBinanceKline = [\n number, // Open time\n string, // Open\n string, // High\n string, // Low\n string, // Close\n string, // Volume\n number, // Close time\n string, // Quote asset volume\n number, // Number of trades\n string, // Taker buy base asset volume\n string, // Taker buy quote asset volume\n string, // Ignore\n ];\n\n while (true) {\n const res = await requestPublic<IBinanceKline[]>('GET', baseUrl, {\n symbol,\n interval,\n endTime: current_end,\n limit: 1000,\n });\n\n if (res.length === 0) break;\n\n const periods: IOHLC[] = res.map((k) => ({\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(k[0]),\n closed_at: formatTime(k[0] + offset),\n open: `${k[1]}`,\n high: `${k[2]}`,\n low: `${k[3]}`,\n close: `${k[4]}`,\n volume: `${k[5]}`,\n open_interest: '0',\n series_id,\n }));\n\n yield periods;\n\n const oldest = periods[0];\n current_end = new Date(oldest.created_at).getTime() - 1;\n\n if (current_end < start) break;\n\n await firstValueFrom(timer(200));\n }\n },\n});\n"]}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import { provideQueryProductsService } from '@yuants/data-product';
|
|
2
2
|
import { Terminal } from '@yuants/protocol';
|
|
3
3
|
import { encodePath } from '@yuants/utils';
|
|
4
|
-
import { getFutureExchangeInfo } from '
|
|
4
|
+
import { getFutureExchangeInfo } from '../api/public-api';
|
|
5
5
|
const terminal = Terminal.fromNodeEnv();
|
|
6
6
|
// Provide QueryProducts service with the new design
|
|
7
7
|
const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AAE1D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,KAAK,GAAG,2BAA2B,CACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YACpD,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n terminal,\n 'BINANCE',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Directly call the external API to get exchange info\n const exchangeInfo = await getFutureExchangeInfo();\n\n // Convert symbols to IProduct format\n return exchangeInfo.symbols.map((symbol): IProduct => {\n return {\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', symbol.symbol),\n base_currency: symbol.baseAsset,\n quote_currency: symbol.quoteAsset,\n price_step: +`1e-${symbol.pricePrecision}`,\n value_scale: 1,\n volume_step: +`1e-${symbol.quantityPrecision}`,\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n value_scale_unit: '',\n margin_rate: +symbol.requiredMarginPercent / 100,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'BINANCE/USDT-FUTURE',\n no_interest_rate: false,\n };\n });\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}
|
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@@ -1,9 +1,10 @@
|
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1
1
|
import { createCache } from '@yuants/cache';
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2
2
|
import { Terminal } from '@yuants/protocol';
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3
3
|
import { writeToSQL } from '@yuants/sql';
|
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4
|
-
import { decodePath, encodePath } from '@yuants/utils';
|
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4
|
+
import { decodePath, encodePath, formatTime } from '@yuants/utils';
|
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5
5
|
import { defer, filter, from, groupBy, map, merge, mergeMap, repeat, retry, scan, share, shareReplay, } from 'rxjs';
|
|
6
|
-
import {
|
|
6
|
+
import { getMarginAllPairs, getMarginNextHourlyInterestRate } from '../api/private-api';
|
|
7
|
+
import { getFutureBookTicker, getFutureOpenInterest, getFuturePremiumIndex, getSpotBookTicker, } from '../api/public-api';
|
|
7
8
|
const terminal = Terminal.fromNodeEnv();
|
|
8
9
|
const OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120000;
|
|
9
10
|
const openInterestCache = createCache(async (symbol) => {
|
|
@@ -27,7 +28,11 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(mergeMap((entries) => fr
|
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|
27
28
|
datasource_id: 'BINANCE',
|
|
28
29
|
product_id: encodePath('usdt-future', entry.symbol),
|
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29
30
|
last_price: entry.markPrice,
|
|
30
|
-
|
|
31
|
+
// Use the latest funding rate so that long pays when fundingRate > 0
|
|
32
|
+
interest_rate_long: entry.lastFundingRate,
|
|
33
|
+
interest_rate_short: `${-Number(entry.lastFundingRate)}`,
|
|
34
|
+
interest_rate_next_settled_at: formatTime(entry.nextFundingTime),
|
|
35
|
+
updated_at: formatTime((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
|
|
31
36
|
});
|
|
32
37
|
}));
|
|
33
38
|
const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(entries || [])), map((entry) => {
|
|
@@ -37,7 +42,7 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(e
|
|
|
37
42
|
product_id: encodePath('usdt-future', entry.symbol),
|
|
38
43
|
bid_price: entry.bidPrice,
|
|
39
44
|
ask_price: entry.askPrice,
|
|
40
|
-
updated_at:
|
|
45
|
+
updated_at: formatTime((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
|
|
41
46
|
});
|
|
42
47
|
}));
|
|
43
48
|
const quoteFromOpenInterest$ = futureBookTicker$.pipe(mergeMap((entries) => from(entries || [])), mergeMap((entry) => from(openInterestCache.query(entry.symbol)).pipe(map((openInterest) => ({
|
|
@@ -45,7 +50,47 @@ const quoteFromOpenInterest$ = futureBookTicker$.pipe(mergeMap((entries) => from
|
|
|
45
50
|
product_id: encodePath('usdt-future', entry.symbol),
|
|
46
51
|
open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
|
|
47
52
|
}))), 5));
|
|
48
|
-
const
|
|
53
|
+
const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }), mergeMap((entries) => from(entries || [])), map((entry) => ({
|
|
54
|
+
datasource_id: 'BINANCE',
|
|
55
|
+
product_id: encodePath('spot', entry.symbol),
|
|
56
|
+
bid_price: entry.bidPrice,
|
|
57
|
+
ask_price: entry.askPrice,
|
|
58
|
+
bid_volume: entry.bidQty,
|
|
59
|
+
ask_volume: entry.askQty,
|
|
60
|
+
updated_at: formatTime(Date.now()),
|
|
61
|
+
})));
|
|
62
|
+
const marginInterestRateCache = createCache(async (asset) => {
|
|
63
|
+
var _a;
|
|
64
|
+
try {
|
|
65
|
+
const data = await getMarginNextHourlyInterestRate({
|
|
66
|
+
assets: asset,
|
|
67
|
+
isIsolated: false,
|
|
68
|
+
});
|
|
69
|
+
return (_a = data[0]) === null || _a === void 0 ? void 0 : _a.nextHourlyInterestRate;
|
|
70
|
+
}
|
|
71
|
+
catch (err) {
|
|
72
|
+
return undefined;
|
|
73
|
+
}
|
|
74
|
+
}, {
|
|
75
|
+
expire: 60000,
|
|
76
|
+
});
|
|
77
|
+
const marginPairs$ = defer(() => getMarginAllPairs()).pipe(repeat({ delay: 3600000 }), // Refresh pair list hourly
|
|
78
|
+
retry({ delay: 60000 }), shareReplay({ bufferSize: 1, refCount: true }));
|
|
79
|
+
const quoteFromMarginRates$ = marginPairs$.pipe(mergeMap((pairs) => from(pairs).pipe(mergeMap((pair) => defer(async () => {
|
|
80
|
+
const [baseRate, quoteRate] = await Promise.all([
|
|
81
|
+
marginInterestRateCache.query(pair.base),
|
|
82
|
+
marginInterestRateCache.query(pair.quote),
|
|
83
|
+
]);
|
|
84
|
+
return {
|
|
85
|
+
datasource_id: 'BINANCE',
|
|
86
|
+
product_id: encodePath('spot', pair.symbol),
|
|
87
|
+
// User instruction: Long = Quote Rate, Short = Base Rate
|
|
88
|
+
interest_rate_long: quoteRate,
|
|
89
|
+
interest_rate_short: baseRate,
|
|
90
|
+
updated_at: formatTime(Date.now()),
|
|
91
|
+
};
|
|
92
|
+
}), 5))), repeat({ delay: 60000 }));
|
|
93
|
+
const quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$).pipe(groupBy((quote) => quote.product_id), mergeMap((group$) => group$.pipe(scan((acc, cur) => Object.assign(acc, cur, {
|
|
49
94
|
datasource_id: 'BINANCE',
|
|
50
95
|
product_id: group$.key,
|
|
51
96
|
}), {}))), share(), shareReplay({ bufferSize: 1, refCount: true }));
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n getFutureBookTicker,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n last_price: entry.markPrice,\n // Use the latest funding rate so that long pays when fundingRate > 0\n interest_rate_long: entry.lastFundingRate,\n interest_rate_short: `${-Number(entry.lastFundingRate)}`,\n interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n mergeMap(\n (entry) =>\n from(openInterestCache.query(entry.symbol)).pipe(\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n 5,\n ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('spot', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n bid_volume: entry.bidQty,\n ask_volume: entry.askQty,\n updated_at: formatTime(Date.now()),\n }),\n ),\n);\n\nconst marginInterestRateCache = createCache<string>(\n async (asset: string) => {\n try {\n const data = await getMarginNextHourlyInterestRate({\n assets: asset,\n isIsolated: false,\n });\n return data[0]?.nextHourlyInterestRate;\n } catch (err) {\n return undefined;\n }\n },\n {\n expire: 60_000,\n },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n repeat({ delay: 3600_000 }), // Refresh pair list hourly\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromMarginRates$ = marginPairs$.pipe(\n mergeMap((pairs: IMarginPair[]) =>\n from(pairs).pipe(\n mergeMap(\n (pair) =>\n defer(async () => {\n const [baseRate, quoteRate] = await Promise.all([\n marginInterestRateCache.query(pair.base),\n marginInterestRateCache.query(pair.quote),\n ]);\n return {\n datasource_id: 'BINANCE',\n product_id: encodePath('spot', pair.symbol),\n // User instruction: Long = Quote Rate, Short = Base Rate\n interest_rate_long: quoteRate,\n interest_rate_short: baseRate,\n updated_at: formatTime(Date.now()),\n } as Partial<IQuote>;\n }),\n 5, // Concurrency\n ),\n ),\n ),\n repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n quoteFromPremiumIndex$,\n quoteFromBookTicker$,\n quoteFromOpenInterest$,\n quoteFromSpotBookTicker$,\n quoteFromMarginRates$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1_000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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@@ -1,8 +1,9 @@
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1
1
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import { provideOrderActionsWithCredential } from '@yuants/data-order';
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2
2
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import { Terminal } from '@yuants/protocol';
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3
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-
import { submitOrder } from './orders/submitOrder';
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3
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import { cancelOrder } from './orders/cancelOrder';
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4
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import { listOrders } from './orders/listOrders';
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5
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+
import { modifyOrder } from './orders/modifyOrder';
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6
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+
import { submitOrder } from './orders/submitOrder';
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7
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const terminal = Terminal.fromNodeEnv();
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7
8
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provideOrderActionsWithCredential(terminal, 'BINANCE', {
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type: 'object',
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@@ -14,6 +15,7 @@ provideOrderActionsWithCredential(terminal, 'BINANCE', {
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15
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}, {
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submitOrder,
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cancelOrder,
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modifyOrder,
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listOrders,
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});
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//# sourceMappingURL=order-actions-with-credential.js.map
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@@ -1 +1 @@
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-
{"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../../src/services/order-actions-with-credential.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iCAAiC,EAAE,MAAM,oBAAoB,CAAC;AACvE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,
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1
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+
{"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../../src/services/order-actions-with-credential.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iCAAiC,EAAE,MAAM,oBAAoB,CAAC;AACvE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,UAAU,EAAE,MAAM,qBAAqB,CAAC;AACjD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,iCAAiC,CAC/B,QAAQ,EACR,SAAS,EACT;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,WAAW;IACX,WAAW;IACX,WAAW;IACX,UAAU;CACX,CACF,CAAC","sourcesContent":["import { provideOrderActionsWithCredential } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from '../api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { listOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideOrderActionsWithCredential<ICredential>(\n terminal,\n 'BINANCE',\n {\n type: 'object',\n required: ['access_key', 'secret_key'],\n properties: {\n access_key: { type: 'string' },\n secret_key: { type: 'string' },\n },\n },\n {\n submitOrder,\n cancelOrder,\n modifyOrder,\n listOrders,\n },\n);\n"]}
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